Pages that link to "Item:Q1412060"

The following pages link to Dimension-adaptive tensor-product quadrature (Q1412060):

Displaying 50 items.

• Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations (Q271562) (← links)
• Likelihood approximation by numerical integration on sparse grids (Q292138) (← links)
• Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs (Q315715) (← links)
• Numerical quadrature for high-dimensional singular integrals over parallelotopes (Q316195) (← links)
• Quantifying initial and wind forcing uncertainties in the gulf of Mexico (Q341542) (← links)
• Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis (Q348759) (← links)
• Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates (Q349696) (← links)
• A new sparse grid based method for uncertainty propagation (Q381443) (← links)
• Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems (Q381576) (← links)
• An adaptive dimension decomposition and reselection method for reliability analysis (Q381963) (← links)
• High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs (Q404259) (← links)
• Numerical solution to time-dependent 4D inviscid Burgers' equations (Q463664) (← links)
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs (Q488014) (← links)
• Global sensitivity analysis through polynomial chaos expansion of a basin-scale geochemical compaction model (Q509783) (← links)
• Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations (Q525276) (← links)
• Efficient shape optimization for certain and uncertain aerodynamic design (Q536665) (← links)
• Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids (Q544574) (← links)
• Numerical studies of three-dimensional stochastic Darcy's equation and stochastic advection-diffusion-dispersion equation (Q618565) (← links)
• Adaptive sparse polynomial chaos expansion based on least angle regression (Q630485) (← links)
• Solution verification, goal-oriented adaptive methods for stochastic advection-diffusion problems (Q658865) (← links)
• Approximate methods for stochastic eigenvalue problems (Q669769) (← links)
• Analysis of adaptive directional stratification for the controlled estimation of rare event probab\-ilities (Q693310) (← links)
• Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
• A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties (Q733023) (← links)
• Sensitivity-driven adaptive sparse stochastic approximations in plasma microinstability analysis (Q777569) (← links)
• Principal manifold learning by sparse grids (Q836948) (← links)
• Multi-element probabilistic collocation method in high dimensions (Q846580) (← links)
• The combination technique and some generalisations (Q860989) (← links)
• Sparse grid quadrature on products of spheres (Q891778) (← links)
• Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (Q955267) (← links)
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (Q1013191) (← links)
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance (Q1023106) (← links)
• Large deformation shape uncertainty quantification in acoustic scattering (Q1633009) (← links)
• Novel results for the anisotropic sparse grid quadrature (Q1635840) (← links)
• Adaptive sparse-grid Gauss-Hermite filter (Q1639552) (← links)
• Convergence analysis of multifidelity Monte Carlo estimation (Q1651008) (← links)
• Adaptive numerical integration in element-free Galerkin methods for elliptic boundary value problems (Q1654587) (← links)
• A priori testing of sparse adaptive polynomial chaos expansions using an ocean general circulation model database (Q1663464) (← links)
• A fast discrete spectral method for stochastic partial differential equations (Q1683220) (← links)
• Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
• A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media (Q1691780) (← links)
• Generation and application of multivariate polynomial quadrature rules (Q1986197) (← links)
• An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk (Q1986786) (← links)
• An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion (Q1988232) (← links)
• Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain (Q1994576) (← links)
• Uncertainty quantification in discrete fracture network models: stochastic fracture transmissivity (Q2006183) (← links)
• Analysis and computation of the elastic wave equation with random coefficients (Q2006526) (← links)
• Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations (Q2006661) (← links)
• A stochastic collocation approach for parabolic PDEs with random domain deformations (Q2027571) (← links)